-40.5%
PDD vs UMAC
+508.0%
-548.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.0% | -1.4% |
| 7D | -4.4% | +3.3% | -7.7% | -4.4% |
| 30D | -15.5% | -10.4% | -5.1% | -15.5% |
| 3M | -4.1% | +1.8% | -5.8% | -4.2% |
| 6M | -23.4% | +40.7% | -64.2% | -23.8% |
| YTD | -30.7% | +90.9% | -121.6% | -31.2% |
| 1Y | -37.6% | +151.8% | -189.4% | -38.2% |
| All | -40.5% | +508.0% | -548.5% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling